| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 98.0% |
| Cumulative Return | 30.5% |
| CAGR﹪ | 0.13% |
| Sharpe | 0.06 |
| Prob. Sharpe Ratio | 81.27% |
| Smart Sharpe | 0.06 |
| Sortino | 0.09 |
| Smart Sortino | 0.09 |
| Sortino/√2 | 0.06 |
| Smart Sortino/√2 | 0.06 |
| Omega | 1.01 |
| Max Drawdown | -31.59% |
| Max DD Date | 2025-04-07 |
| Max DD Period Start | 2025-01-20 |
| Max DD Period End | 2025-05-10 |
| Longest DD Days | 110 |
| Volatility (ann.) | 2.66% |
| Calmar | 0.0 |
| Skew | -0.26 |
| Kurtosis | 24.27 |
| Expected Daily | 0.0% |
| Expected Monthly | 3.88% |
| Expected Yearly | 14.24% |
| Kelly Criterion | 0.6% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.27% |
| Expected Shortfall (cVaR) | -0.43% |
| Max Consecutive Wins | 11 |
| Max Consecutive Losses | 12 |
| Gain/Pain Ratio | 0.21 |
| Gain/Pain (1M) | 1.33 |
| Payoff Ratio | 1.01 |
| Profit Factor | 1.01 |
| Common Sense Ratio | 1.01 |
| CPC Index | 0.51 |
| Tail Ratio | 1.0 |
| Outlier Win Ratio | 4.51 |
| Outlier Loss Ratio | 4.35 |
| MTD | 10.2% |
| 3M | 7.34% |
| 6M | 30.5% |
| YTD | 8.86% |
| 1Y | 30.5% |
| 3Y (ann.) | 0.13% |
| 5Y (ann.) | 0.13% |
| 10Y (ann.) | 0.13% |
| All-time (ann.) | 0.13% |
| Best Day | 2.37% |
| Worst Day | -4.52% |
| Best Month | 22.36% |
| Worst Month | -22.65% |
| Best Year | 19.88% |
| Worst Year | 8.86% |
| Avg. Drawdown | -1.36% |
| Avg. Drawdown Days | 3 |
| Recovery Factor | 1.07 |
| Ulcer Index | 0.15 |
| Serenity Index | 0.01 |
| Avg. Up Month | 11.67% |
| Avg. Down Month | -12.34% |
| Win Days | 49.97% |
| Win Month | 71.43% |
| Win Quarter | 66.67% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | 20.34% | 19.88% |
| 2025 | 13.57% | 8.86% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-10 | -31.59 | 110 |
| 2024-12-18 | 2025-01-20 | -16.43 | 34 |
| 2024-12-05 | 2024-12-16 | -9.46 | 11 |
| 2024-11-22 | 2024-12-05 | -8.40 | 13 |
| 2024-11-14 | 2024-11-20 | -6.80 | 7 |
| 2024-11-12 | 2024-11-14 | -5.21 | 2 |
| 2024-11-12 | 2024-11-12 | -3.18 | 1 |
| 2024-12-16 | 2024-12-17 | -2.98 | 1 |
| 2024-11-11 | 2024-11-11 | -2.45 | 1 |
| 2024-11-20 | 2024-11-21 | -2.44 | 1 |